Goldman Sachs Put 7300 CAC 40 17.01.2025
/ DE000GJ5W0Q7
Goldman Sachs Put 7300 CAC 40 17..../ DE000GJ5W0Q7 /
1/8/2025 8:42:05 AM |
Chg.-0.110 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-31.43% |
- Bid Size: - |
- Ask Size: - |
- |
7,300.00 EUR |
1/17/2025 |
Put |
Master data
WKN: |
GJ5W0Q |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
7,300.00 EUR |
Maturity: |
1/17/2025 |
Issue date: |
10/24/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-264.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.13 |
Parity: |
-1.89 |
Time value: |
0.28 |
Break-even: |
7,271.70 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
2.20 |
Spread abs.: |
0.03 |
Spread %: |
11.86% |
Delta: |
-0.20 |
Theta: |
-3.71 |
Omega: |
-54.03 |
Rho: |
-0.38 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-71.08% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
- |
YTD |
|
|
-71.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.350 |
1M High / 1M Low: |
1.500 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/6/2025 |
0.620 |
Low (YTD): |
1/7/2025 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.515 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.832 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
372.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |